UC WAR. CALL 06/25 TNE5/ DE000HD1EFL3 /
| 2024-11-15 9:46:48 PM | Chg.+0.0170 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0860EUR | +24.64% | 0.0800 Bid Size: 25,000 |
0.1900 Ask Size: 25,000 |
TELEFONICA INH. ... | 4.50 - | 2025-06-18 | Call |
Master data
| WKN: | HD1EFL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TELEFONICA INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.50 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.16 |
| Parity: | -0.29 |
| Time value: | 0.19 |
| Break-even: | 4.69 |
| Moneyness: | 0.94 |
| Premium: | 0.11 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.11 |
| Spread %: | 137.50% |
| Delta: | 0.42 |
| Theta: | 0.00 |
| Omega: | 9.24 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0470 |
|---|---|
| High: | 0.0860 |
| Low: | 0.0470 |
| Previous Close: | 0.0690 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.37% | ||
|---|---|---|---|
| 1 Month | -65.60% | ||
| 3 Months | -21.82% | ||
| YTD | -1.15% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0860 | 0.0620 |
|---|---|---|
| 1M High / 1M Low: | 0.2500 | 0.0620 |
| 6M High / 6M Low: | 0.2500 | 0.0620 |
| High (YTD): | 2024-10-16 | 0.2500 |
| Low (YTD): | 2024-11-13 | 0.0620 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0712 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1433 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1461 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 193.01% | |
| Volatility 6M: | 157.28% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
